+344.9%
PBF vs BNS
+212.1%
+132.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.3% | +4.4% |
| 7D | +2.4% | +1.8% | +0.6% | +0.2% |
| 30D | +24.9% | +4.5% | +20.4% | +17.6% |
| 3M | +81.9% | +15.8% | +66.1% | +51.0% |
| 6M | +79.4% | +31.5% | +47.9% | +25.0% |
| YTD | +188.3% | +28.6% | +159.7% | +106.4% |
| 1Y | +177.3% | +48.2% | +129.1% | +67.2% |
| 3Y | +56.0% | +130.8% | -74.8% | -47.9% |
| 5Y | +804.0% | +94.9% | +709.1% | +262.8% |
| 10Y | +334.1% | +179.6% | +154.5% | +24.5% |
| All | +344.9% | +212.1% | +132.7% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BNS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling